Peter A. Forsyth

	2011
6		Y. Huang, Peter A. Forsyth, George Labahn: Methods for Pricing American Options under Regime Switching. SIAM J. Scientific Computing 33(5): 2144-2168 (2011)
	2009
5		J. S. Kennedy, Peter A. Forsyth, Kenneth R. Vetzal: Dynamic Hedging Under Jump Diffusion with Transaction Costs. Operations Research 57(3): 541-559 (2009)
	2007
4		Zhuliang Chen, Peter A. Forsyth: A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation. SIAM J. Scientific Computing 30(1): 339-368 (2007)
	2005
3		Yann d'Halluin, Peter A. Forsyth, George Labahn: A Semi-Lagrangian Approach for American Asian Options under Jump Diffusion. SIAM J. Scientific Computing 27(1): 315-345 (2005)
	2003
2		David M. Pooley, Peter A. Forsyth, Kenneth R. Vetzal: Two Factor Option Pricing with Uncertain Volatility. ICCSA (3) 2003: 158-167
	2002
1		Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetzal: Managing capacity for telecommunications networks under uncertainty. IEEE/ACM Trans. Netw. 10(4): 579-587 (2002)

Coauthor Index

1	Zhuliang Chen	[4]
2	Y. Huang	[6]
3	J. S. Kennedy	[5]
4	George Labahn	[3] [6]
5	David M. Pooley	[2]
6	Kenneth R. Vetzal	[1] [2] [5]
7	Yann d'Halluin	[1] [3]

Colors in the list of coauthors

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